{"feed":"hoad_options_analytics","schema_version":1,"data_date":"2026-10-02","generated_at":"2026-10-02T20:59:41Z","source_file":"greeks_20261002.gzip","symbol":"TPG","summary":{"name":"TPG","price":44.67,"total_oi":28441,"call_oi":8156,"put_oi":20285,"pc_ratio":2.487,"net_gex":-1093464.54,"avg_iv":56.5,"iv_rank":27.4,"iv_52w_high":68.94,"iv_52w_low":51.8,"gamma_flip":null,"max_pain":52.5},"features":{"symbol":"TPG","price":44.67,"total_oi":28441,"analysis_coverage":1.0,"avg_iv_pct":56.5,"iv_rank":27.4,"iv_52w_high_pct":68.94,"iv_52w_low_pct":51.8,"front_dte":14,"front_atm_iv_pct":52.5409,"back_atm_iv_pct":48.9906,"term_premium_pp":3.5503,"expected_move_front_pct":10.29,"straddle_front_pct":14.55,"straddle_30d_pct":14.55,"risk_reversal_front_pp":-55.6,"risk_reversal_30d_pp":-55.6,"butterfly_front_pp":-10.3,"butterfly_30d_pp":-10.3,"put_call_oi_ratio":2.487,"put_call_oi_front_ratio":6.163,"put_call_volume_front_ratio":0.0,"option_volume":45,"volume_oi_ratio":0.001582,"net_delta_normalized":-0.194523,"dealer_delta_normalized":0.194434,"gex_per_100k_oi":-3844676.839774,"vanna_per_100k_oi":2172.919377,"charm_per_100k_oi":745972.363841,"weekend_delta_shift_per_100k_oi":2237920.607574,"iv_surface_range_pp":69.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":17.528543,"peak_call_distance_pct":6.335348,"peak_put_distance_pct":-4.857846},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":0.0,"put_gex":-591.7,"net_gex":-591.7,"call_oi":0,"put_oi":82},{"strike":22.5,"call_gex":0.0,"put_gex":-739.21,"net_gex":-739.21,"call_oi":1,"put_oi":80},{"strike":25.0,"call_gex":0.0,"put_gex":-1754.52,"net_gex":-1754.52,"call_oi":5,"put_oi":151},{"strike":27.5,"call_gex":0.0,"put_gex":-2688.58,"net_gex":-2688.58,"call_oi":6,"put_oi":167},{"strike":30.0,"call_gex":1278.92,"put_gex":-4231.8,"net_gex":-2952.89,"call_oi":85,"put_oi":210},{"strike":32.5,"call_gex":930.97,"put_gex":-4879.48,"net_gex":-3948.51,"call_oi":38,"put_oi":203},{"strike":35.0,"call_gex":819.41,"put_gex":-26132.14,"net_gex":-25312.73,"call_oi":24,"put_oi":1023},{"strike":37.5,"call_gex":5306.83,"put_gex":-23734.29,"net_gex":-18427.45,"call_oi":129,"put_oi":490},{"strike":40.0,"call_gex":7294.41,"put_gex":-59964.37,"net_gex":-52669.96,"call_oi":142,"put_oi":942},{"strike":42.5,"call_gex":63558.53,"put_gex":-892164.18,"net_gex":-828605.65,"call_oi":867,"put_oi":6329},{"strike":45.0,"call_gex":16063.91,"put_gex":-380784.86,"net_gex":-364720.95,"call_oi":240,"put_oi":5892},{"strike":47.5,"call_gex":6844.84,"put_gex":-18959.9,"net_gex":-12115.06,"call_oi":75,"put_oi":198},{"strike":50.0,"call_gex":142812.5,"put_gex":-11041.78,"net_gex":131770.72,"call_oi":2182,"put_oi":296},{"strike":52.5,"call_gex":31113.61,"put_gex":-17766.01,"net_gex":13347.6,"call_oi":482,"put_oi":567},{"strike":55.0,"call_gex":127944.58,"put_gex":-2896.08,"net_gex":125048.5,"call_oi":2209,"put_oi":84},{"strike":57.5,"call_gex":13485.39,"put_gex":-3117.14,"net_gex":10368.25,"call_oi":293,"put_oi":88},{"strike":60.0,"call_gex":33684.67,"put_gex":-51072.74,"net_gex":-17388.08,"call_oi":796,"put_oi":1251},{"strike":62.5,"call_gex":2971.65,"put_gex":-1696.98,"net_gex":1274.67,"call_oi":76,"put_oi":52},{"strike":65.0,"call_gex":1550.12,"put_gex":-210.54,"net_gex":1339.59,"call_oi":44,"put_oi":7},{"strike":67.5,"call_gex":1778.16,"put_gex":-169.27,"net_gex":1608.89,"call_oi":59,"put_oi":6},{"strike":70.0,"call_gex":2413.97,"put_gex":-104.0,"net_gex":2309.96,"call_oi":76,"put_oi":4},{"strike":72.5,"call_gex":605.79,"put_gex":-21073.8,"net_gex":-20468.01,"call_oi":27,"put_oi":777},{"strike":75.0,"call_gex":8027.35,"put_gex":-36188.32,"net_gex":-28160.97,"call_oi":281,"put_oi":1373},{"strike":77.5,"call_gex":0.0,"put_gex":-48.11,"net_gex":-48.11,"call_oi":0,"put_oi":2},{"strike":80.0,"call_gex":138.71,"put_gex":-260.0,"net_gex":-121.29,"call_oi":7,"put_oi":11},{"strike":85.0,"call_gex":34.18,"put_gex":0.0,"net_gex":34.18,"call_oi":2,"put_oi":0},{"strike":90.0,"call_gex":19.3,"put_gex":0.0,"net_gex":19.3,"call_oi":1,"put_oi":0},{"strike":95.0,"call_gex":16.8,"put_gex":0.0,"net_gex":16.8,"call_oi":1,"put_oi":0},{"strike":100.0,"call_gex":110.66,"put_gex":0.0,"net_gex":110.66,"call_oi":8,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":548432.5,"total_value":548432.5},{"strike":22.5,"call_value":0.0,"put_value":497925.0,"total_value":497925.0},{"strike":25.0,"call_value":2.5,"put_value":447617.5,"total_value":447620.0},{"strike":27.5,"call_value":17.5,"put_value":397687.5,"total_value":397705.0},{"strike":30.0,"call_value":47.5,"put_value":348175.0,"total_value":348222.5},{"strike":32.5,"call_value":290.0,"put_value":299187.5,"total_value":299477.5},{"strike":35.0,"call_value":627.5,"put_value":250707.5,"total_value":251335.0},{"strike":37.5,"call_value":1025.0,"put_value":204785.0,"total_value":205810.0},{"strike":40.0,"call_value":1745.0,"put_value":160087.5,"total_value":161832.5},{"strike":42.5,"call_value":2820.0,"put_value":117745.0,"total_value":120565.0},{"strike":45.0,"call_value":6062.5,"put_value":91225.0,"total_value":97287.5},{"strike":47.5,"call_value":9905.0,"put_value":79435.0,"total_value":89340.0},{"strike":50.0,"call_value":13935.0,"put_value":68140.0,"total_value":82075.0},{"strike":52.5,"call_value":23420.0,"put_value":57585.0,"total_value":81005.0},{"strike":55.0,"call_value":34110.0,"put_value":48447.5,"total_value":82557.5},{"strike":57.5,"call_value":50322.5,"put_value":39520.0,"total_value":89842.5},{"strike":60.0,"call_value":67267.5,"put_value":30812.5,"total_value":98080.0},{"strike":62.5,"call_value":86202.5,"put_value":25232.5,"total_value":111435.0},{"strike":65.0,"call_value":105327.5,"put_value":19782.5,"total_value":125110.0},{"strike":67.5,"call_value":124562.5,"put_value":14350.0,"total_value":138912.5},{"strike":70.0,"call_value":143945.0,"put_value":8932.5,"total_value":152877.5},{"strike":72.5,"call_value":163517.5,"put_value":3525.0,"total_value":167042.5},{"strike":75.0,"call_value":183157.5,"put_value":60.0,"total_value":183217.5},{"strike":77.5,"call_value":203500.0,"put_value":27.5,"total_value":203527.5},{"strike":80.0,"call_value":223842.5,"put_value":0.0,"total_value":223842.5},{"strike":85.0,"call_value":264562.5,"put_value":0.0,"total_value":264562.5},{"strike":90.0,"call_value":305292.5,"put_value":0.0,"total_value":305292.5},{"strike":95.0,"call_value":346027.5,"put_value":0.0,"total_value":346027.5},{"strike":100.0,"call_value":386767.5,"put_value":0,"total_value":386767.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":119.4,"strike":36.25},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":89.5,"strike":31.39},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":64.2,"strike":30.42},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":92.1,"strike":40.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":45.7,"strike":40.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":47.4,"strike":40.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":55.0,"strike":42.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":49.4,"strike":42.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":48.8,"strike":42.5},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":50.1,"strike":45.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":48.6,"strike":45.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":48.1,"strike":45.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":48.8,"strike":47.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":45.3,"strike":47.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":46.2,"strike":47.5},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":64.9,"strike":50.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":53.1,"strike":50.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":47.6,"strike":50.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":102.9,"strike":56.25},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":67.3,"strike":59.55},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":63.0,"strike":69.33}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.758,"contract_count":4,"total_oi":5934},{"expiration":"11/20/2026","dte":49,"iv":0.4712,"contract_count":6,"total_oi":635},{"expiration":"01/15/2027","dte":105,"iv":0.4628,"contract_count":6,"total_oi":6031},{"expiration":"02/19/2027","dte":140,"iv":0.1918,"contract_count":5,"total_oi":138},{"expiration":"05/21/2027","dte":231,"iv":1.0,"contract_count":2,"total_oi":23},{"expiration":"01/21/2028","dte":476,"iv":0.0,"contract_count":6,"total_oi":836},{"expiration":"01/19/2029","dte":840,"iv":0.0767,"contract_count":2,"total_oi":4}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.29,"expected_move_2std":20.58,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":17.95,"expected_move_2std":35.9,"contract_count":4},{"expiration":"01/15/2027","dte":105,"expected_move_1std":25.97,"expected_move_2std":51.94,"contract_count":4},{"expiration":"02/19/2027","dte":140,"expected_move_1std":28.24,"expected_move_2std":56.49,"contract_count":3},{"expiration":"05/21/2027","dte":231,"expected_move_1std":43.15,"expected_move_2std":86.29,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":48.82,"expected_move_2std":97.64,"contract_count":4},{"expiration":"01/19/2029","dte":840,"expected_move_1std":49.41,"expected_move_2std":98.81,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":966,"put_oi":5953,"total_oi":6919,"pc_ratio":6.163,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":3395,"put_oi":1073,"total_oi":4468,"pc_ratio":0.316,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":1413,"put_oi":8788,"total_oi":10201,"pc_ratio":6.219,"pc_ratio_volume":0.083,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":197,"put_oi":1722,"total_oi":1919,"pc_ratio":8.741,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":0,"put_oi":27,"total_oi":27,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":2181,"put_oi":2718,"total_oi":4899,"pc_ratio":1.246,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/19/2029","dte":840,"call_oi":4,"put_oi":4,"total_oi":8,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-364.0,"dealer_delta":364.0,"call_oi":0,"put_oi":82},{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-450.0,"dealer_delta":450.0,"call_oi":0,"put_oi":80},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-1075.0,"dealer_delta":1075.0,"call_oi":0,"put_oi":151},{"strike":27.5,"call_delta_oi":0,"put_delta_oi":-1437.0,"dealer_delta":1437.0,"call_oi":0,"put_oi":167},{"strike":30.0,"call_delta_oi":7994.0,"put_delta_oi":-2257.0,"dealer_delta":-5737.0,"call_oi":84,"put_oi":210},{"strike":32.5,"call_delta_oi":3501.0,"put_delta_oi":-2851.0,"dealer_delta":-650.0,"call_oi":38,"put_oi":203},{"strike":35.0,"call_delta_oi":2122.0,"put_delta_oi":-20097.0,"dealer_delta":17975.0,"call_oi":24,"put_oi":1023},{"strike":37.5,"call_delta_oi":10362.0,"put_delta_oi":-9253.0,"dealer_delta":-1109.0,"call_oi":129,"put_oi":490},{"strike":40.0,"call_delta_oi":10440.0,"put_delta_oi":-23473.0,"dealer_delta":13033.0,"call_oi":142,"put_oi":942},{"strike":42.5,"call_delta_oi":57349.0,"put_delta_oi":-188006.0,"dealer_delta":130657.0,"call_oi":867,"put_oi":6329},{"strike":45.0,"call_delta_oi":14004.0,"put_delta_oi":-256522.0,"dealer_delta":242518.0,"call_oi":240,"put_oi":5892},{"strike":47.5,"call_delta_oi":3334.0,"put_delta_oi":-11311.0,"dealer_delta":7977.0,"call_oi":75,"put_oi":198},{"strike":50.0,"call_delta_oi":90495.0,"put_delta_oi":-13624.0,"dealer_delta":-76871.0,"call_oi":2182,"put_oi":296},{"strike":52.5,"call_delta_oi":14980.0,"put_delta_oi":-26256.0,"dealer_delta":11277.0,"call_oi":482,"put_oi":567},{"strike":55.0,"call_delta_oi":45658.0,"put_delta_oi":-4422.0,"dealer_delta":-41237.0,"call_oi":2209,"put_oi":84},{"strike":57.5,"call_delta_oi":4120.0,"put_delta_oi":-5113.0,"dealer_delta":992.0,"call_oi":293,"put_oi":88},{"strike":60.0,"call_delta_oi":16227.0,"put_delta_oi":-92920.0,"dealer_delta":76693.0,"call_oi":796,"put_oi":1251},{"strike":62.5,"call_delta_oi":1634.0,"put_delta_oi":-3472.0,"dealer_delta":1838.0,"call_oi":76,"put_oi":52},{"strike":65.0,"call_delta_oi":852.0,"put_delta_oi":-492.0,"dealer_delta":-361.0,"call_oi":44,"put_oi":7},{"strike":67.5,"call_delta_oi":984.0,"put_delta_oi":-385.0,"dealer_delta":-599.0,"call_oi":59,"put_oi":6},{"strike":70.0,"call_delta_oi":1587.0,"put_delta_oi":-259.0,"dealer_delta":-1329.0,"call_oi":76,"put_oi":4},{"strike":72.5,"call_delta_oi":229.0,"put_delta_oi":-65978.0,"dealer_delta":65750.0,"call_oi":27,"put_oi":777},{"strike":75.0,"call_delta_oi":5593.0,"put_delta_oi":-113722.0,"dealer_delta":108129.0,"call_oi":281,"put_oi":1373},{"strike":77.5,"call_delta_oi":0,"put_delta_oi":-171.0,"dealer_delta":171.0,"call_oi":0,"put_oi":2},{"strike":80.0,"call_delta_oi":73.0,"put_delta_oi":-728.0,"dealer_delta":655.0,"call_oi":7,"put_oi":11},{"strike":85.0,"call_delta_oi":17.0,"put_delta_oi":0,"dealer_delta":-17.0,"call_oi":2,"put_oi":0},{"strike":90.0,"call_delta_oi":14.0,"put_delta_oi":0,"dealer_delta":-14.0,"call_oi":1,"put_oi":0},{"strike":95.0,"call_delta_oi":11.0,"put_delta_oi":0,"dealer_delta":-11.0,"call_oi":1,"put_oi":0},{"strike":100.0,"call_delta_oi":66.0,"put_delta_oi":0,"dealer_delta":-66.0,"call_oi":8,"put_oi":0}],"net_dealer_delta":552991.0,"total_call_delta":291648.0,"total_put_delta":-844638.0,"bias":"bullish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":44.66999816894531,"strikes":[{"strike":27.5,"moneyness":0.6156,"type":"put","iv":0.7976,"delta":-0.0837,"oi":128},{"strike":30.0,"moneyness":0.6716,"type":"put","iv":0.7232,"delta":-0.1046,"oi":120},{"strike":40.0,"moneyness":0.8955,"type":"put","iv":0.449,"delta":-0.264,"oi":644},{"strike":42.5,"moneyness":0.9514,"type":"put","iv":0.4937,"delta":-0.3569,"oi":318},{"strike":42.5,"moneyness":0.9514,"type":"call","iv":0.4817,"delta":0.6441,"oi":159},{"strike":45.0,"moneyness":1.0074,"type":"put","iv":0.4972,"delta":-0.4401,"oi":5501},{"strike":52.5,"moneyness":1.1753,"type":"call","iv":0.459,"delta":0.313,"oi":405},{"strike":55.0,"moneyness":1.2313,"type":"call","iv":0.4429,"delta":0.2387,"oi":122},{"strike":60.0,"moneyness":1.3432,"type":"put","iv":0.5578,"delta":-0.7886,"oi":996},{"strike":60.0,"moneyness":1.3432,"type":"call","iv":0.4684,"delta":0.1571,"oi":305},{"strike":72.5,"moneyness":1.623,"type":"put","iv":0.7213,"delta":-0.8494,"oi":776}]},{"expiration":"01/21/2028","underlying_price":44.66999816894531,"strikes":[{"strike":35.0,"moneyness":0.7835,"type":"put","iv":0.5212,"delta":-0.2117,"oi":768},{"strike":42.5,"moneyness":0.9514,"type":"call","iv":0.346,"delta":0.6785,"oi":256},{"strike":45.0,"moneyness":1.0074,"type":"call","iv":0.3501,"delta":0.6254,"oi":121},{"strike":45.0,"moneyness":1.0074,"type":"put","iv":0.5115,"delta":-0.3542,"oi":343},{"strike":50.0,"moneyness":1.1193,"type":"call","iv":0.3534,"delta":0.5236,"oi":1036},{"strike":50.0,"moneyness":1.1193,"type":"put","iv":0.5152,"delta":-0.4222,"oi":244},{"strike":52.5,"moneyness":1.1753,"type":"put","iv":0.5113,"delta":-0.4564,"oi":548},{"strike":60.0,"moneyness":1.3432,"type":"put","iv":0.5299,"delta":-0.5376,"oi":228},{"strike":75.0,"moneyness":1.679,"type":"call","iv":0.383,"delta":0.2002,"oi":278}]},{"expiration":"02/19/2027","underlying_price":44.66999816894531,"strikes":[{"strike":75.0,"moneyness":1.679,"type":"put","iv":0.6992,"delta":-0.8284,"oi":1370}]},{"expiration":"10/16/2026","underlying_price":44.66999816894531,"strikes":[{"strike":42.5,"moneyness":0.9514,"type":"put","iv":0.5496,"delta":-0.2923,"oi":5828},{"strike":55.0,"moneyness":1.2313,"type":"call","iv":1.1056,"delta":0.188,"oi":761},{"strike":57.5,"moneyness":1.2872,"type":"call","iv":0.9792,"delta":0.1028,"oi":149}]},{"expiration":"11/20/2026","underlying_price":44.66999816894531,"strikes":[{"strike":35.0,"moneyness":0.7835,"type":"put","iv":0.7994,"delta":-0.1573,"oi":189},{"strike":37.5,"moneyness":0.8395,"type":"put","iv":0.6216,"delta":-0.1805,"oi":406},{"strike":40.0,"moneyness":0.8955,"type":"put","iv":0.4036,"delta":-0.1933,"oi":215},{"strike":42.5,"moneyness":0.9514,"type":"call","iv":0.4768,"delta":0.6579,"oi":452},{"strike":50.0,"moneyness":1.1193,"type":"call","iv":0.5114,"delta":0.3139,"oi":1026},{"strike":55.0,"moneyness":1.2313,"type":"call","iv":0.607,"delta":0.2091,"oi":1288},{"strike":60.0,"moneyness":1.3432,"type":"call","iv":0.8338,"delta":0.2101,"oi":371}]}],"greeks_heatmap":{"data":[{"strike":42.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2923,"call_gamma":0,"put_gamma":0.074158,"call_theta":0,"put_theta":-0.0596,"call_vega":0,"put_vega":0.029,"call_oi":0,"put_oi":5828},{"strike":47.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.7176,"call_gamma":0,"put_gamma":0.07878,"call_theta":0,"put_theta":-0.0516,"call_vega":0,"put_vega":0.0285,"call_oi":0,"put_oi":81},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.188,"put_delta":0,"call_gamma":0.028922,"put_gamma":0,"call_theta":-0.0975,"put_theta":0,"call_vega":0.0227,"put_vega":0,"call_oi":761,"put_oi":0},{"strike":57.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1028,"put_delta":0,"call_gamma":0.021694,"put_gamma":0,"call_theta":-0.0574,"put_theta":0,"call_vega":0.0151,"put_vega":0,"call_oi":149,"put_oi":0},{"strike":32.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1071,"call_gamma":0,"put_gamma":0.013961,"call_theta":0,"put_theta":-0.0248,"call_vega":0,"put_vega":0.0299,"call_oi":0,"put_oi":97},{"strike":35.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1573,"call_gamma":0,"put_gamma":0.018578,"call_theta":0,"put_theta":-0.0315,"call_vega":0,"put_vega":0.039,"call_oi":0,"put_oi":189},{"strike":37.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1805,"call_gamma":0,"put_gamma":0.026099,"call_theta":0,"put_theta":-0.0265,"call_vega":0,"put_vega":0.0426,"call_oi":0,"put_oi":406},{"strike":40.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1933,"call_gamma":0,"put_gamma":0.041946,"call_theta":0,"put_theta":-0.0176,"call_vega":0,"put_vega":0.0444,"call_oi":0,"put_oi":215},{"strike":42.5,"dte":49,"expiration":"11/20/2026","call_delta":0.6579,"put_delta":0,"call_gamma":0.047549,"put_gamma":0,"call_theta":-0.0325,"put_theta":0,"call_vega":0.0595,"put_vega":0,"call_oi":452,"put_oi":0},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5305,"put_delta":0,"call_gamma":0.051346,"put_gamma":0,"call_theta":-0.0345,"put_theta":0,"call_vega":0.0644,"put_vega":0,"call_oi":81,"put_oi":0},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3139,"put_delta":0,"call_gamma":0.042814,"put_gamma":0,"call_theta":-0.0321,"put_theta":0,"call_vega":0.0575,"put_vega":0,"call_oi":1026,"put_oi":0},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2091,"put_delta":0,"call_gamma":0.029234,"put_gamma":0,"call_theta":-0.0304,"put_theta":0,"call_vega":0.0466,"put_vega":0,"call_oi":1288,"put_oi":0},{"strike":57.5,"dte":49,"expiration":"11/20/2026","call_delta":0.1354,"put_delta":0,"call_gamma":0.023746,"put_gamma":0,"call_theta":-0.0214,"put_theta":0,"call_vega":0.0352,"put_vega":0,"call_oi":63,"put_oi":0}],"strikes":[32.5,35.0,37.5,40.0,42.5,45.0,47.5,50.0,55.0,57.5],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-55.6,"put_25d_iv":54.96,"call_25d_iv":110.56,"put_25d_strike":42.5,"call_25d_strike":55.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-43.03,"put_25d_iv":40.36,"call_25d_iv":83.38,"put_25d_strike":40.0,"call_25d_strike":60.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":0.61,"put_25d_iv":44.9,"call_25d_iv":44.29,"put_25d_strike":40.0,"call_25d_strike":55.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":16.37,"put_25d_iv":52.47,"call_25d_iv":36.1,"put_25d_strike":37.5,"call_25d_strike":70.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":20.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":79},{"strike":25.0,"call_vanna":0,"put_vanna":12.0,"net_vanna":12.0,"call_oi":0,"put_oi":112},{"strike":27.5,"call_vanna":0,"put_vanna":9.0,"net_vanna":9.0,"call_oi":0,"put_oi":128},{"strike":30.0,"call_vanna":-7.0,"put_vanna":9.0,"net_vanna":2.0,"call_oi":69,"put_oi":120},{"strike":32.5,"call_vanna":0,"put_vanna":23.0,"net_vanna":23.0,"call_oi":0,"put_oi":188},{"strike":35.0,"call_vanna":0,"put_vanna":162.0,"net_vanna":162.0,"call_oi":0,"put_oi":1011},{"strike":37.5,"call_vanna":-15.0,"put_vanna":35.0,"net_vanna":21.0,"call_oi":77,"put_oi":465},{"strike":40.0,"call_vanna":-11.0,"put_vanna":77.0,"net_vanna":66.0,"call_oi":63,"put_oi":923},{"strike":42.5,"call_vanna":-65.0,"put_vanna":180.0,"net_vanna":114.0,"call_oi":867,"put_oi":6217},{"strike":45.0,"call_vanna":-14.0,"put_vanna":181.0,"net_vanna":167.0,"call_oi":202,"put_oi":5844},{"strike":47.5,"call_vanna":0,"put_vanna":-2.0,"net_vanna":-2.0,"call_oi":0,"put_oi":81},{"strike":50.0,"call_vanna":31.0,"put_vanna":17.0,"net_vanna":48.0,"call_oi":2144,"put_oi":244},{"strike":52.5,"call_vanna":29.0,"put_vanna":22.0,"net_vanna":50.0,"call_oi":405,"put_oi":548},{"strike":55.0,"call_vanna":113.0,"put_vanna":1.0,"net_vanna":114.0,"call_oi":2171,"put_oi":67},{"strike":57.5,"call_vanna":14.0,"put_vanna":-1.0,"net_vanna":14.0,"call_oi":288,"put_oi":59},{"strike":60.0,"call_vanna":56.0,"put_vanna":-97.0,"net_vanna":-41.0,"call_oi":742,"put_oi":1224},{"strike":70.0,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":61,"put_oi":0},{"strike":72.5,"call_vanna":0,"put_vanna":-68.0,"net_vanna":-68.0,"call_oi":0,"put_oi":776},{"strike":75.0,"call_vanna":53.0,"put_vanna":-141.0,"net_vanna":-88.0,"call_oi":278,"put_oi":1370}],"net_vanna":618.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":32.5,"call_charm":0,"put_charm":192.0,"net_charm":192.0,"call_oi":0,"put_oi":97},{"strike":35.0,"call_charm":0,"put_charm":697.0,"net_charm":697.0,"call_oi":0,"put_oi":189},{"strike":37.5,"call_charm":0,"put_charm":1446.0,"net_charm":1446.0,"call_oi":0,"put_oi":406},{"strike":40.0,"call_charm":0,"put_charm":544.0,"net_charm":544.0,"call_oi":0,"put_oi":215},{"strike":42.5,"call_charm":-7191.0,"put_charm":264748.0,"net_charm":257557.0,"call_oi":452,"put_oi":5828},{"strike":45.0,"call_charm":-1104.0,"put_charm":0,"net_charm":-1104.0,"call_oi":81,"put_oi":0},{"strike":47.5,"call_charm":0,"put_charm":7826.0,"net_charm":7826.0,"call_oi":0,"put_oi":81},{"strike":50.0,"call_charm":-7691.0,"put_charm":0,"net_charm":-7691.0,"call_oi":1026,"put_oi":0},{"strike":55.0,"call_charm":-42468.0,"put_charm":0,"net_charm":-42468.0,"call_oi":2049,"put_oi":0},{"strike":57.5,"call_charm":-2427.0,"put_charm":0,"net_charm":-2427.0,"call_oi":212,"put_oi":0},{"strike":60.0,"call_charm":-2409.0,"put_charm":0,"net_charm":-2409.0,"call_oi":371,"put_oi":0}],"net_charm":212162.0,"weekend_delta_shift":636487.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":16841.0,"put_delta":-178157.0,"net_delta":-161316.0,"call_oi":966,"put_oi":5953,"total_oi":6919,"total_volume":23,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":108694.0,"put_delta":-20739.0,"net_delta":87955.0,"call_oi":3395,"put_oi":1073,"total_oi":4468,"total_volume":7,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":48897.0,"put_delta":-426505.0,"net_delta":-377608.0,"call_oi":1413,"put_oi":8788,"total_oi":10201,"total_volume":13,"bias":"bearish"},{"expiration":"02/19/2027","dte":140,"call_delta":5213.0,"put_delta":-123377.0,"net_delta":-118165.0,"call_oi":197,"put_oi":1722,"total_oi":1919,"total_volume":0,"bias":"bearish"},{"expiration":"05/21/2027","dte":231,"call_delta":0,"put_delta":-921.0,"net_delta":-921.0,"call_oi":0,"put_oi":27,"total_oi":27,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":111785.0,"put_delta":-94785.0,"net_delta":17000.0,"call_oi":2169,"put_oi":2718,"total_oi":4887,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":219.0,"put_delta":-155.0,"net_delta":64.0,"call_oi":3,"put_oi":4,"total_oi":7,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":42.5,"straddle_price":6.5,"straddle_pct":14.55,"implied_move":14.55,"avg_iv":49.4},{"expiration":"01/15/2027","dte":105,"strike":45.0,"straddle_price":9.1,"straddle_pct":20.37,"implied_move":20.37,"avg_iv":48.1},{"expiration":"01/21/2028","dte":476,"strike":45.0,"straddle_price":17.0,"straddle_pct":38.06,"implied_move":38.06,"avg_iv":43.1}],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":82,"total_oi":82,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":80,"total_oi":81,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":151,"total_oi":156,"bias":"neutral"},{"strike":27.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":167,"total_oi":173,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":85,"put_oi":210,"total_oi":295,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":38,"put_oi":203,"total_oi":241,"bias":"bearish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":1023,"total_oi":1047,"bias":"neutral"},{"strike":37.5,"call_volume":2,"put_volume":1,"total_volume":3,"call_oi":129,"put_oi":490,"total_oi":619,"bias":"bullish"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":142,"put_oi":942,"total_oi":1084,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":867,"put_oi":6329,"total_oi":7196,"bias":"bearish"},{"strike":45.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":240,"put_oi":5892,"total_oi":6132,"bias":"bullish"},{"strike":47.5,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":75,"put_oi":198,"total_oi":273,"bias":"bullish"},{"strike":50.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":2182,"put_oi":296,"total_oi":2478,"bias":"bullish"},{"strike":52.5,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":482,"put_oi":567,"total_oi":1049,"bias":"bullish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2209,"put_oi":84,"total_oi":2293,"bias":"neutral"},{"strike":57.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":293,"put_oi":88,"total_oi":381,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":796,"put_oi":1251,"total_oi":2047,"bias":"neutral"},{"strike":62.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":52,"total_oi":128,"bias":"neutral"},{"strike":65.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":44,"put_oi":7,"total_oi":51,"bias":"bullish"},{"strike":67.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":59,"put_oi":6,"total_oi":65,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":4,"total_oi":80,"bias":"neutral"},{"strike":72.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":777,"total_oi":804,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":281,"put_oi":1373,"total_oi":1654,"bias":"neutral"},{"strike":77.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":11,"total_oi":18,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"}],"underlying_price":44.66999816894531,"peak_call_strike":47.5,"peak_put_strike":42.5,"total_call_volume":37,"total_put_volume":8,"volume_pc_ratio":0.216},"iv_contours":{"x":[0.73,0.78,0.84,0.9,0.95,1.01,1.06,1.12,1.18,1.23,1.29],"y":[14,49,105,140],"z":[[null,null,null,null,54.96,50.15,50.89,63.97,79.2,110.56,97.92],[81.58,79.94,58.11,45.7,49.41,47.82,45.35,53.06,60.38,60.7,56.56],[56.92,45.84,47.09,47.42,48.77,48.06,44.31,47.62,49.38,44.29,53.98],[null,null,null,44.96,50.29,47.61,49.57,null,41.22,null,null]],"levels":[41.2,48.2,55.1,62.0,69.0,75.9,82.8,89.8,96.7,103.6,110.6],"min_iv":41.2,"max_iv":110.6},"butterfly_spread":[{"expiration":"11/20/2026","dte":49,"atm_strike":45.0,"atm_iv":47.82,"otm_strike":47.5,"otm_iv":37.66,"itm_strike":42.5,"itm_iv":47.68,"iv_butterfly":-10.3,"price_butterfly":-0.33,"convexity":"inverted"},{"expiration":"01/15/2027","dte":105,"atm_strike":45.0,"atm_iv":46.41,"otm_strike":47.5,"otm_iv":44.31,"itm_strike":42.5,"itm_iv":48.17,"iv_butterfly":-0.35,"price_butterfly":0.17,"convexity":"flat"},{"expiration":"01/21/2028","dte":476,"atm_strike":45.0,"atm_iv":35.01,"otm_strike":47.5,"otm_iv":35.48,"itm_strike":42.5,"itm_iv":34.6,"iv_butterfly":0.06,"price_butterfly":0.15,"convexity":"flat"}],"iv_history":[{"date":"2026-09-14","iv":59.02},{"date":"2026-09-15","iv":61.67},{"date":"2026-09-16","iv":68.94},{"date":"2026-09-17","iv":58.33},{"date":"2026-09-18","iv":56.52},{"date":"2026-09-21","iv":52.94},{"date":"2026-09-22","iv":51.8},{"date":"2026-09-23","iv":52.5},{"date":"2026-09-24","iv":54.6},{"date":"2026-09-25","iv":52.2},{"date":"2026-09-28","iv":53.8},{"date":"2026-09-29","iv":55.4},{"date":"2026-09-30","iv":58.1},{"date":"2026-10-01","iv":55.2},{"date":"2026-10-02","iv":56.5}]}}